Gray is also a published photographer, with books Pictures I Had to Take 2003; its follow-up, Looking Hard at Unexpected Things 2006.[3] His third book, 1.3 – Images from My Phone, a book of photographs taken with his camera phone, was published in 2009.[4] An exhibit of his work was held in April 2011 at the Museum of the City of New York, titled "Joel Grey/A New York Life."[5]